High-order discretizations of partial differential equations (PDEs) necessitate high-order time integration schemes capable of handling both stiff and nonstiff operators in an efficient manner. Implicit-explicit (IMEX) integration based on general linear methods (GLMs) offers an attractive solution due to their high stage and method order, as well as excellent stability properties. The IMEX characteristic allows stiff terms to be treated implicitly and nonstiff terms to be efficiently integrated explicitly. This work develops two systematic approaches for the development of IMEX GLMs of arbitrary order with stages that can be solved in parallel. The first approach is based on diagonally implicit multistage integration methods (DIMSIMs) of types 3 and 4. The second is a parallel generalization of IMEX Euler and has the interesting feature that the linear stability is independent of the order of accuracy. Numerical experiments confirm the theoretical rates of convergence and reveal that the new schemes are more efficient than serial IMEX GLMs and IMEX Runge-Kutta methods.
The time domain analysis of eddy current problems often requires the simulation of long time intervals, e.g. until a steady state is reached. Fast-switching excitations e.g. in pulsedwidth modulated signals require in addition very small time step sizes that significantly increase computation time. To speed up the simulation, parallel-in-time methods can be used. In this paper, we investigate the combination of explicit and implicit time integration methods in the context of the parallel-in-time method Parareal and using a simplified model for the coarse propagator.
Parallel algorithms and simulators with good scalabilities are particularly important for large-scale reservoir simulations on modern supercomputers with a large number of processors. In this paper, we introduce and study a family of highly scalable multilevel restricted additive Schwarz (RAS) methods for the fully implicit solution of subsurface flows with Peng-Robinson equation of state in two and three dimensions. With the use of a second-order fully implicit scheme, the proposed simulator is unconditionally stable with the relaxation of the time step size by the stability condition. The in…
Numerically solving ordinary differential equations (ODEs) is a naturally serial process and as a result the vast majority of ODE solver software are serial. In this manuscript we developed a set of parallelized ODE solvers using extrapolation methods which exploit "parallelism within the method" so that arbitrary user ODEs can be parallelized. We describe the specific choices made in the implementation of the explicit and implicit extrapolation methods which allow for generating low overhead static schedules to then exploit with optimized multi-threaded implementations. We demonstrate that wh…
Two novel parallel Newton-Krylov Balancing Domain Decomposition by Constraints (BDDC) and Dual-Primal Finite Element Tearing and Interconnecting (FETI-DP) solvers are here constructed, analyzed and tested numerically for implicit time discretizations of the three-dimensional Bidomain system of equations. This model represents the most advanced mathematical description of the cardiac bioelectrical activity and it consists of a degenerate system of two non-linear reaction-diffusion partial differential equations (PDEs), coupled with a stiff system of ordinary differential equations (ODEs). A fin…
We present an implementation of a fully stage-parallel preconditioner for Radau IIA type fully implicit Runge--Kutta methods, which approximates the inverse of $A_Q$ from the Butcher tableau by the lower triangular matrix resulting from an LU decomposition and diagonalizes the system with as many blocks as stages. For the transformed system, we employ a block preconditioner where each block is distributed and solved by a subgroup of processes in parallel. For combination of partial results, we either use a communication pattern resembling Cannon's algorithm or shared memory. A performance mode…
The use of high order fully implicit Runge-Kutta methods is of significant importance in the context of the numerical solution of transient partial differential equations, in particular when solving large scale problems due to fine space resolution with many millions of spatial degrees of freedom and long time intervals. In this study we consider strongly A-stable implicit Runge-Kutta methods of arbitrary order of accuracy, based on Radau quadratures, for which efficient preconditioners have been introduced. A refined spectral analysis of the corresponding matrices and matrix-sequences is pres…
In this work we investigate the parallel scalability of the numerical method developed in Guthrey and Rossmanith [The regionally implicit discontinuous Galerkin method: Improving the stability of DG-FEM, SIAM J. Numer. Anal. (2019)]. We develop an implementation of the regionally-implicit discontinuous Galerkin (RIDG) method in DoGPack, which is an open source C++ software package for discontinuous Galerkin methods. Specifically, we develop and test a hybrid OpenMP and MPI parallelized implementation of DoGPack with the goal of exploring the efficiency and scalability of RIDG in comparison to …
Michigan State University（密歇根州立大学）；Michigan State University Institute for Cyber Enabled Research（密歇根州立大学网络赋能研究学院）；Michigan State University Department of Mathematics（密歇根州立大学数学系）
This work studies the parallelization and empirical convergence of two finite difference acoustic wave propagation methods on 2-D rectangular grids, that use the same alternating direction implicit (ADI) time integration. This ADI integration is based on a second-order implicit Crank-Nicolson temporal discretization that is factored out by a Peaceman-Rachford decomposition of the time and space equation terms. In space, these methods highly diverge and apply different fourth-order accurate differentiation techniques. The first method uses compact finite differences (CFD) on nodal meshes that r…
Implicit integration of the viscous term can significantly improve performance in computational fluid dynamics for highly viscous fluids such as lava. We show improvements over our previous proposal for semi-implicit viscous integration in Smoothed Particle Hydrodynamics, extending it to support a wider range of boundary models. Due to the resulting loss of matrix symmetry, a key advancement is a more robust version of the biconjugate gradient stabilized method to solve the linear systems, that is also better suited for parallelization in both shared-memory and distributed-memory systems. The …
In this paper we generalize the polynomial time integration framework to additively partitioned initial value problems. The framework we present is general and enables the construction of many new families of additive integrators with arbitrary order-of-accuracy and varying degree of implicitness. In this first work, we focus on a new class of implicit-explicit polynomial block methods that are based on fully-implicit Runge-Kutta methods with Radau nodes, and possess high stage order. We show that the new fully-implicit-explicit (FIMEX) integrators have improved stability compared to existing …
Systems driven by multiple physical processes are central to many areas of science and engineering. Time discretization of multiphysics systems is challenging, since different processes have different levels of stiffness and characteristic time scales. The multimethod approach discretizes each physical process with an appropriate numerical method; the methods are coupled appropriately such that the overall solution has the desired accuracy and stability properties. The authors developed the general-structure additive Runge-Kutta (GARK) framework, which constructs multimethods based on Runge-Ku…
Parallel performance of shared memory parallel spectral deferred corrections
Hamburg University of Technology（汉堡工业大学）；Univ. Grenoble Alpes / Laboratoire Jean Kuntzmann / Inria（格勒诺布尔阿尔卑斯大学/让·孔特实验室/法国国家信息与自动化研究所）；Technical University of Munich（慕尼黑工业大学）
Many complex applications require the solution of initial-value problems where some components change fast, while others vary slowly. Multirate schemes apply different step sizes to resolve different components of the system, according to their dynamics, in order to achieve increased computational efficiency. The stiff components of the system, fast or slow, are best discretized with implicit base methods in order to ensure numerical stability. To this end, linearly implicit methods are particularly attractive as they solve only linear systems of equations at each step. This paper develops the…
The parallel linear equations solver capable of effectively using 1000+ processors becomes the bottleneck of large-scale implicit engineering simulations. In this paper, we present a new hierarchical parallel master-slave-structural iterative algorithm for the solution of super large-scale sparse linear equations in distributed memory computer cluster. Through alternatively performing global equilibrium computation and local relaxation, our proposed algorithm will reach the specific accuracy requirement in a few of iterative steps. Moreover, each set/slave-processor majorly communicate with it…
In this paper, we investigate numerical methods for solving Nickel-based phase field system related to free energy, including the elastic energy and logarithmic type functionals. To address the challenge posed by the particular free energy functional, we propose a semi-implicit scheme based on the discrete variational derivative method, which is unconditionally energy stable and maintains the energy dissipation law and the mass conservation law. Due to the good stability of the semi-implicit scheme, the adaptive time step strategy is adopted, which can flexibly control the time step according …
Eigenvalue perturbation theory is applied to justify using complex-valued linear scalar test equations to characterize the stability of implicit-explicit general linear methods (IMEX GLMs) solving autonomous linear ordinary differential equations (ODEs) when the implicitly treated term is sufficiently stiff relative to the explicitly treated term. The stiff and non-stiff matrices are not assumed to be simultaneously diagonalizable or triangularizable and neither matrix is assumed to be symmetric or negative definite. The stability of IMEX GLMs solving complex-valued scalar linear ODEs displayi…
In this paper, we propose a hybrid parallel programming approach for a numerical solution of a two-dimensional acoustic wave equation using an implicit difference scheme for a single computer. The calculations are carried out in an implicit finite difference scheme. First, we transform the differential equation into an implicit finite-difference equation and then using the ADI method, we split the equation into two sub-equations. Using the cyclic reduction algorithm, we calculate an approximate solution. Finally, we change this algorithm to parallelize on GPU, GPU+OpenMP, and Hybrid (GPU+OpenM…
Implicit-explicit (IMEX) time stepping methods can efficiently solve differential equa- tions with both stiff and nonstiff components. IMEX Runge-Kutta methods and IMEX linear multistep methods have been studied in the literature. In this pa- per we study new implicit-explicit methods of general linear type (IMEX-GLMs). We develop an order conditions theory for high stage order partitioned GLMs that share the same abscissae, and show that no additional coupling order conditions are needed. Consequently, GLMs offer an excellent framework for the construction of multi-method integration algorith…
We consider a kind of differential equations d/dt y(t) = R(y(t))y(t) + f(y(t)) with energy conservation. Such conservative models appear for instance in quantum physics, engineering and molecular dynamics. A new class of energy-preserving schemes is constructed by the ideas of scalar auxiliary variable (SAV) and splitting, from which the nonlinearly implicit schemes have been improved to be linearly implicit. The energy conservation and error estimates are rigorously derived. Based on these results, it is shown that the new proposed schemes have unconditionally energy stability and can be impl…
We propose a Fourier pseudo-spectral scheme for the space-fractional nonlinear Schrödinger equation. The proposed scheme has the following features: it is linearly implicit, it preserves two invariants of the equation, its unique solvability is guaranteed without any restrictions on space and time step sizes. The scheme requires solving a complex symmetric linear system per time step. To solve the system efficiently, we also present a certain variable transformation and preconditioner.
Kahan's method and a two-step generalization of the discrete gradient method are both linearly implicit methods that can preserve a modified energy for Hamiltonian systems with a cubic Hamiltonian. These methods are here investigated and compared. The schemes are applied to the Korteweg-de Vries equation and the Camassa-Holm equation, and the numerical results are presented and analysed.
We consider the construction of semi-implicit linear multistep methods which can be applied to time dependent PDEs where the separation of scales in additive form, typically used in implicit-explicit (IMEX) methods, is not possible. As shown in Boscarino, Filbet and Russo (2016) for Runge-Kutta methods, these semi-implicit techniques give a great flexibility, and allows, in many cases, the construction of simple linearly implicit schemes with no need of iterative solvers. In this work we develop a general setting for the construction of high order semi-implicit linear multistep methods and ana…
This paper studies fixed-step convergence of implicit-explicit general linear methods. We focus on a subclass of schemes that is internally consistent, has high stage order, and favorable stability properties. Classical, index-1 differential algebraic equation, and singular perturbation convergence analyses results are given. For all these problems IMEX GLMs from the class of interest converge with the full theoretical orders under general assumptions. The convergence results require the time steps to be sufficiently small, with upper bounds that are independent on the stiffness of the problem…
The parallel full approximation scheme in space and time (PFASST) introduced by Emmett and Minion in 2012 is an iterative strategy for the temporal parallelization of ODEs and discretized PDEs. As the name suggests, PFASST is similar in spirit to a space-time FAS multigrid method performed over multiple time-steps in parallel. However, since the original focus of PFASST has been on the performance of the method in terms of time parallelism, the solution of any spatial system arising from the use of implicit or semi-implicit temporal methods within PFASST have simply been assumed to be solved t…
This paper is concerned with numerical approximation of some two-dimensional Keller-Segel chemotaxis models, especially those generating pattern formations. The numerical resolution of such nonlinear parabolic-parabolic or parabolic-elliptic systems of partial differential equations consumes a significant computational time when solved with fully implicit schemes. Standard linearized semi-implicit schemes, however, require reasonable computational time, but suffer from lack of accuracy. In this work, two methods based on a single-layer neural network are developed to build linearized implicit …
Time integration methods for solving initial value problems are an important component of many scientific and engineering simulations. Implicit time integrators are desirable for their stability properties, significantly relaxing restrictions on timestep size. However, implicit methods require solutions to one or more systems of nonlinear equations at each timestep, which for large simulations can be prohibitively expensive. This paper introduces a new family of linearly implicit multistep methods (LIMM), which only requires the solution of one linear system per timestep. Order conditions and …
In this paper, we propose linearly implicit and arbitrary high-order conservative numerical schemes for ordinary differential equations with a quadratic invariant. Many differential equations have invariants, and numerical schemes for preserving them have been extensively studied. Since linear invariants can be easily kept after discretisation, quadratic invariants are essentially the simplest ones. Quadratic invariants are important objects that appear not only in many physical examples but also in the computationally efficient conservative schemes for general invariants such as scalar auxili…
In this paper we derive and analyse a class of linearly implicit schemes which includes the one of Feistauer and Kučera (JCP 2007) as well as the class of RS-IMEX schemes. The implicit part is based on a Jacobian matrix which is evaluated at a reference state. This state can be either the solution at the old time level as in Feistauer and Kučera (JCP 2007), or a numerical approximation of the incompressible limit equations as in Zeifang et al. (Commun. Comput. Phys. 2009), or possibly another state. Subsequently, it is shown that this class of methods is asymptotically preserving under the ass…
In this paper, we present and analyze an energy-conserving and linearly implicit scheme for solving the nonlinear wave equations. Optimal error estimates in time and superconvergent error estimates in space are established without time-step dependent on the spatial mesh size. The key is to estimate directly the solution bounds in the $H^2$-norm for both the nonlinear wave equation and the corresponding fully discrete scheme, while the previous investigations rely on the temporal-spatial error splitting approach. Numerical examples are presented to confirm energy-conserving properties, uncondit…
A novel theoretical convergence rate estimate for a Balancing Domain Decomposition by Constraints algorithm is proven for the solution of the cardiac Bidomain model, describing the propagation of the electric impulse in the cardiac tissue. The non-linear system arises from a fully implicit time discretization and a monolithic solution approach. The preconditioned non-symmetric operator is constructed from the linearized system arising within the Newton-Krylov approach for the solution of the non-linear problem; we theoretically analyze and prove a convergence rate bound for the Generalised Min…
This paper aims to develop a linearly implicit structure-preserving numerical scheme for the space fractional sine-Gordon equation, which is based on the newly developed invariant energy quadratization method. First, we reformulate the equation as a canonical Hamiltonian system by virtue of the variational derivative of the functional with fractional Laplacian. Then, we utilize the fractional centered difference formula to discrete the equivalent system derived by the invariant energy quadratization method in space direction, and obtain a conservative semi-discrete scheme. Subsequently, the li…
Mean-square stability and error analysis of implicit time-stepping schemes for linear parabolic SPDEs with multiplicative Wiener noise in the first derivative
Alternating Directions Implicit (ADI) integration is an operator splitting approach to solve parabolic and elliptic partial differential equations in multiple dimensions based on solving sequentially a set of related one-dimensional equations. Classical ADI methods have order at most two, due to the splitting errors. Moreover, when the time discretization of stiff one-dimensional problems is based on Runge-Kutta schemes, additional order reduction may occur. This work proposes a new ADI approach based on the partitioned General Linear Methods framework. This approach allows the construction of…
We investigate errors in tangents and adjoints of implicit functions resulting from errors in the primal solution due to approximations computed by a numerical solver. Adjoints of systems of linear equations turn out to be unconditionally numerically stable. Tangents of systems of linear equations can become instable as well as both tangents and adjoints of systems of nonlinear equations, which extends to optima of convex unconstrained objectives. Sufficient conditions for numerical stability are derived.
This study concerns numerical methods for efficiently solving the Richards equation where different weak formulations and computational techniques are analyzed. The spatial discretizations are based on standard or mixed finite element methods. Different implicit and semi-implicit temporal discretization techniques of second-order accuracy are studied. To obtain a linear system for the semi-implicit schemes, we propose second-order techniques using extrapolation formulas and/or semi-implicit Taylor approximations for the temporal discretization of nonlinear terms. A numerical convergence study …
In this paper, we develop a novel, linearly implicit and local energy-preserving scheme for the sine-Gordon equation. The basic idea is from the invariant energy quadratization approach to construct energy stable schemes for gradient systems, which are energy dispassion. We here take the sine-Gordon equation as an example to show that the invariant energy quadratization approach is also an efficient way to construct linearly implicit and local energy-conserving schemes for energy-conserving systems. Utilizing the invariant energy quadratization approach, the sine-Gordon equation is first refor…
For the Landau--Lifshitz--Gilbert (LLG) equation of micromagnetics we study linearly implicit backward difference formula (BDF) time discretizations up to order $5$ combined with higher-order non-conforming finite element space discretizations, which are based on the weak formulation due to Alouges but use approximate tangent spaces that are defined by $L^2$-averaged instead of nodal orthogonality constraints. We prove stability and optimal-order error bounds in the situation of a sufficiently regular solution. For the BDF methods of orders $3$ to~$5$, this requires %a mild time step restricti…
